From the reviews: 'This is a magnificent book! Its purpose is to describe in considerable detail ...

All the papers in the volume are original research papers, discussing fundamental properties of s...

Derived from extensive teaching experience in Paris, this second edition now includes over 100 ex...

Homogeneous chaos revisited.- A propos des distributions sur l'espace de wiener.- Developpement d...

Besides a number of papers on classical areas of research in probability such as martingale theor...

All the papers contained in the volume are original, fully refereed researchpapers. They represen...

Considering the stupendous gain in importance, in the banking and insurance industries since the ...

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes...

Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematic...

Seminaire de Probabilites XXV

The different papers contained in this volume are all research papers. The main directions of res...

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (...